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A recent literature has shown that when adoption of a treatment is staggered and average treatment effects vary across groups and over time, difference-in-differences regression does not identify an easily interpretable measure of the…

Econometrics · Economics 2022-07-14 John Gardner

Estimating causal effects in a target population with unmeasured confounders is challenging, especially when instrumental variables (IVs) are unavailable. However, IVs from auxiliary populations with similar problems can help infer causal…

Methodology · Statistics 2025-08-06 Wei Li , Jiapeng Liu , Peng Ding , Zhi Geng

We consider Targeted Maximum Likelihood Estimation (TMLE) of weighted average treatment effects (WATEs), a class of causal estimands that reweight the covariate distribution using a specified function of the propensity score. This class…

Statistics Theory · Mathematics 2026-04-02 Yang Liu , Patrick Lopatto , Ivana Malenica

We propose a double robust Bayesian inference procedure on the average treatment effect (ATE) under unconfoundedness. For our new Bayesian approach, we first adjust the prior distributions of the conditional mean functions, and then correct…

Econometrics · Economics 2025-02-26 Christoph Breunig , Ruixuan Liu , Zhengfei Yu

This paper develops a general framework for identifying causal effects in settings with spillovers, where both outcomes and endogenous treatment decisions are influenced by peers within a known group. It introduces the generalized local…

Econometrics · Economics 2025-12-01 Huan Wu

We consider the identification of average treatment effects on the treated (ATT) in difference-in-differences (DiD) settings in the presence of endogenous sample selection. We first establish that the conventional DiD estimand generally…

Econometrics · Economics 2026-02-17 Gayani Rathnayake , Akanksha Negi , Otavio Bartalotti , Xueyan Zhao

We study the identification of heterogeneous, intertemporal treatment effects (TE) when potential outcomes depend on past treatments. First, applying a dynamic panel data model to observed outcomes, we show that an instrumental variable…

Econometrics · Economics 2025-09-09 Philip Marx , Elie Tamer , Xun Tang

Recent years have seen a swell in methods that focus on estimating "individual treatment effects". These methods are often focused on the estimation of heterogeneous treatment effects under ignorability assumptions. This paper hopes to draw…

Methodology · Statistics 2021-08-12 Brian G. Vegetabile

Estimation of average treatment effects on the treated (ATT) is an important topic of causal inference in econometrics and statistics. This problem seems to be often treated as a simple modification or extension of that of estimating…

Methodology · Statistics 2018-08-07 Heng Shu , Zhiqiang Tan

We consider a randomized controlled trial between two groups. The objective is to identify a population with characteristics such that the test therapy is more effective than the control therapy. Such a population is called a subgroup. This…

Methodology · Statistics 2021-12-06 Shintaro Yuki , Kensuke Tanioka , Hiroshi Yadohisa

We propose a semiparametric test to evaluate (i) whether different instruments induce subpopulations of compliers with the same observable characteristics on average, and (ii) whether compliers have observable characteristics that are the…

Machine Learning · Statistics 2022-12-13 Rahul Singh , Liyang Sun

The estimation of the causal effect of an endogenous treatment based on an instrumental variable (IV) is often complicated by attrition, sample selection, or non-response in the outcome of interest. To tackle the latter problem, the latent…

Econometrics · Economics 2020-06-04 Martin Huber

One of the most significant challenges in Conditional Average Treatment Effect (CATE) estimation is the statistical discrepancy between distinct treatment groups. To address this issue, we propose a model-agnostic data augmentation method…

Machine Learning · Computer Science 2025-06-17 Ahmed Aloui , Juncheng Dong , Cat P. Le , Vahid Tarokh

Many proposals for the identification of causal effects require an instrumental variable that satisfies strong, untestable unconfoundedness and exclusion restriction assumptions. In this paper, we show how one can potentially identify…

In this article, we consider identification, estimation, and inference procedures for treatment effect parameters using Difference-in-Differences (DiD) with (i) multiple time periods, (ii) variation in treatment timing, and (iii) when the…

Econometrics · Economics 2020-12-02 Brantly Callaway , Pedro H. C. Sant'Anna

We propose and implement an approach to inference in linear instrumental variables models which is simultaneously robust and computationally tractable. Inference is based on self-normalization of sample moment conditions, and allows for…

Econometrics · Economics 2022-11-29 Eric Gautier , Christiern Rose

Treatment effect heterogeneity occurs when individual characteristics influence the effect of a treatment. We propose a novel approach that combines prognostic score matching and conditional inference trees to characterize effect…

The use of instrumental variables for estimating the effect of an exposure on an outcome is popular in econometrics, and increasingly so in epidemiology. This increasing popularity may be attributed to the natural occurrence of instrumental…

Methodology · Statistics 2016-08-03 T. Martinussen , S. Vansteelandt , E. J. Tchetgen Tchetgen , D. M. Zucker

A central goal of modern causal inference is estimating heterogeneous treatment effects to answer questions like "how does an intervention affect each unit," rather than only on average. We study this problem with panel-data where we…

Machine Learning · Statistics 2026-05-29 Anay Mehrotra , Phuc Tran , Van H. Vu , Manolis Zampetakis

Background: Instrumental variables (IVs) can be used to provide evidence as to whether a treatment X has a causal effect on an outcome Y. Even if the instrument Z satisfies the three core IV assumptions of relevance, independence and the…

Methodology · Statistics 2022-11-14 F. P. Hartwig , L. Wang , G. Davey Smith , N. M. Davies
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